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Stochastic Optimization - Algorithms and Applications (Hardcover, 2001 ed.): Stanislav Uryasev, Panos M. Pardalos Stochastic Optimization - Algorithms and Applications (Hardcover, 2001 ed.)
Stanislav Uryasev, Panos M. Pardalos
R6,141 Discovery Miles 61 410 Ships in 10 - 15 working days

Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of areas such as energy and production planning, telecommunications, and transportation. Recently, the practical experience gained in stochastic programming has been expanded to a much larger spectrum of applications including financial modeling, risk management, and probabilistic risk analysis. Major topics in this volume include: (1) advances in theory and implementation of stochastic programming algorithms; (2) sensitivity analysis of stochastic systems; (3) stochastic programming applications and other related topics. Audience: Researchers and academies working in optimization, computer modeling, operations research and financial engineering. The book is appropriate as supplementary reading in courses on optimization and financial engineering.

Probabilistic Constrained Optimization - Methodology and Applications (Hardcover, 2001 ed.): Stanislav Uryasev Probabilistic Constrained Optimization - Methodology and Applications (Hardcover, 2001 ed.)
Stanislav Uryasev
R3,214 Discovery Miles 32 140 Ships in 10 - 15 working days

Probabilistic and percentile/quantile functions play an important role in several applications, such as finance (Value-at-Risk), nuclear safety, and the environment. Recently, significant advances have been made in sensitivity analysis and optimization of probabilistic functions, which is the basis for construction of new efficient approaches. This book presents the state of the art in the theory of optimization of probabilistic functions and several engineering and finance applications, including material flow systems, production planning, Value-at-Risk, asset and liability management, and optimal trading strategies for financial derivatives (options). Audience: The book is a valuable source of information for faculty, students, researchers, and practitioners in financial engineering, operation research, optimization, computer science, and related areas.

Stochastic Optimization - Algorithms and Applications (Paperback, Softcover reprint of hardcover 1st ed. 2001): Stanislav... Stochastic Optimization - Algorithms and Applications (Paperback, Softcover reprint of hardcover 1st ed. 2001)
Stanislav Uryasev, Panos M. Pardalos
R5,915 Discovery Miles 59 150 Ships in 10 - 15 working days

Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of areas such as energy and production planning, telecommunications, and transportation. Recently, the practical experience gained in stochastic programming has been expanded to a much larger spectrum of applications including financial modeling, risk management, and probabilistic risk analysis. Major topics in this volume include: (1) advances in theory and implementation of stochastic programming algorithms; (2) sensitivity analysis of stochastic systems; (3) stochastic programming applications and other related topics. Audience: Researchers and academies working in optimization, computer modeling, operations research and financial engineering. The book is appropriate as supplementary reading in courses on optimization and financial engineering.

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